Dont worry it's easy just create your link then duplicate it and move it and rotate it so that it fits together as a chain would. Repeat until you have all of your links ready. Then turn the links into rigid bodies (Active) play it and you will see them all fall down. Now select the first link and change it to a passive rigid body. Now play the animation and you should see the rest of them fall but the first one will stay in place. Now if you make your hook the passive rigid body then it should work just fine. If you have a ground plane or any obstacles that the chain might hit then simply make them passive rigid bodies too.

SImple as that

Alan